Error estimation for Stein diffusion approximation of standard Brownian motion

MaRDI QIDQ5490835zbMATH OpenFDO

Authors Luchuan Zeng

Publication date 4 October 2006

zbMATH Keywords

Stein's method

Mathematics Subject Classification ID

Brownian motion (60J65)

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(3)

• Error bounds in local limit theorems using Stein's method
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• Note on A. Barbour's paper on Stein's method for diffusion approximations

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